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FULL AND REDUCED ORDER STATE OBSERVERS Theory Contents:


9.1 Full State Observers 9.1.1 Single Output Systems. Design using OCF. 9.1.2 Multiple Output Systems. Design using MCF. 9.2 Reduced Order State Observers 9.3 Observers Discussion 9.3.1 Closed Loop Eigenvalues 9.3.2 Reference Input and System Zeroes 9.3.3 Integral Control

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Objectives: I Learn how to use full order observers to estimate the system state when direct measurement is not possible. I Learn how to use reduced order state observer to estimate some states (the ones that cannot be measured directly). I Know the effects of the observer in the closed loop system.
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9.1. Full State Observers


In order to carry out state feedback, we need to measure ALL the system states. However, some states might not be measurable because: A large number of sensors might be required. Obtaining, for instance, speed from position measurement might be very noisy (it is a differential process). Measurement might be noisy by itself. Transducers might be expensive. States might be inaccessible. (Chemical or nuclear industry) The problem is solved by using a State Estimator or State Observer. The State Observer is just a simulation of the actual process, which takes the process inputs and outputs and provides an estimate of the actual state.
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9.1 Full State Observers


Case 1. We want to estimate ALL the states. Open Loop Observer:

PLANT

& x = A x + Bu
MODEL

& x = A x + Bu

Variables with a hat are estimates. The actual and estimated states will be the same if: The model matrices (A,B,C) are accurate. The initial state conditions are the same in the actual and estimated plant.
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9.1 Full State Observers


Closed Loop Observer:

+ +

. x

PLANT

+ + +

& x

v
-

MODEL

L
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9.1 Full State Observers


Plant Equations:

+ +

. x

PLANT

+ + +

& x

& x = A x + Bu v = CA + Du x
z L

v
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9.1 Full State Observers


Observer Equations:

+ + +

& x

v
-

MODEL

& x = A x + Bu + L(v v ) v = C x + Du
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9.1 Full State Observers


System Equations:

PLANT

& x = A x + Bu v = C x + Du

& x = A x + Bu + L(v v ) OBSERVER v = C x + Du

& x = A x + Bu + L(C x + Du C x Du ) & x = A x + Bu + LC (x x )


Substracting the plant and observer equations:

& & x x = A x A x + Bu Bu LC (x x )

Error:

~ = xx x

Error Dynamics & & x x = A(x x ) LC (x x ) ~ & x = (A LC )~ x

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9.1 Full State Observers


& & x x = A(x x ) LC (x x ) ~ & x = (A LC )~ x
The error will go to zero, i.e. the estimated state will tend to the actual state. The eigenvalues of (A-LC) will determine how fast the error between actual and estimated state goes to zero. The eigenvalues of (A-LC) should be one order of magnitude bigger than the fastest dominant eigenvalue of (A-BK). For example, if the closed loop eigenvalues are 4,-5,-40. Then a reasonable choice for observer eigenvalues would be 50,-50j50.

9.1.1 Single Output Systems. Design using the OCF


& & x x = A(x x ) LC (x x ) ~ & x = (A LC )~ x

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Now the problem consists on finding L for a set of given eigenvalues.

9.1.1. Single Output Systems. Design using the OCF

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9.1.1. Single Output Systems. Design using the OCF

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~ & x o = (Ao LoCo )~ o x

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9.1.1. Single Output Systems. Design using the OCF

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~ & x o = (Ao LoCo )~ o x

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9.1.1. Single Output Systems. Design using the OCF

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~ & x o = (Ao LoCo )~ o x

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9.1.1. Single Output Systems. Design using the OCF

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~ & x o = (Ao LoCo )~ o x

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9.1.1. Single Output Systems. Design using the OCF

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~ & x o = (Ao LoCo )~ o x


However, we are estimating xo rather than x. We have two choices, express the feedback law as a function of xo or obtain an estamation of x. Expressing the feedback law as a function of xo, we have:

Alternatively, we can obtain an estamation of x:

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9.1.1. Single Output Systems. Design using the OCF

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9.1.1. Single Output Systems. Design using the OCF

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9.1.1. Single Output Systems. Design using the OCF

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9.1.1. Single Output Systems. Design using the OCF

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9.1.1. Single Output Systems. Design using the OCF

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9.1.2. Multiple Output Systems. Design using the MCF

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Use only if the states CANNOT be observed from a single input. See handout.

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9.2. Reduced Order Observer


The full order observer estimates all the states. However, if some of the states are measurables, we can use a reduced order observer, to estimate only the non-measurable states. To obtain the reduced order observer, we have to split up the system in measurable and non-measurable subsystems.

Now we will proceed following these steps: 1 Obtain a state equation for the unknown states. 2 Obtain an output equation for the unknown states. 3 Obtain the observer and error equation for the unknown states
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9.2. Reduced Order Observer


1 State equation for the unkown states:

ur can be thought as an equivalent input to the reduced system. ur is known as both xm and u are measurable.

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9.2. Reduced Order Observer


2 Output equation for the unkown states:

vr can be thought as an equivalent output of the reduced system. xm and u are measurable, although the derivative of xm is not directly measurable (although we will solve this later).
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9.2. Reduced Order Observer


3 Observer equation for the unkown states:

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9.2. Reduced Order Observer


3 Error equation

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9.2. Reduced Order Observer


3 Error equation: Un-measurable dynamics:

Observer dynamics:

Error dynamics obtained by substracting the above equations:

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9.2. Reduced Order Observer


3 Error equation

The design of the matrix L is very easy, we just have to follow the procedure for the full order observer, but taking A22 as the reduced system matrix (A) and A12 as the reduced output matrix (C). HOW TO BUILD THE OBSERVER: We just have to implement the observer equation:

Rearranging terms:
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9.2. Reduced Order Observer


HOW TO BUILD THE OBSERVER:

However, the derivative of xm is not directly measurable. No problem there, we create a new state:

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9.2. Reduced Order Observer

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9.2. Reduced Order Observer

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9.2. Reduced Order Observer

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9.2. Reduced Order Observer

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9.3.1. Closed Loop Eigenvalues


We are going to study the effect of the observer in the closed loop eigenvalues. First of all, we have to include the observer in the system, in order to calculate the closed loop eigenvalues. System and feedback law:

Observer:

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9.3.1. Closed Loop Eigenvalues


Combined closed loop system:

Note reference inputs are not considered

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9.3.1. Closed Loop Eigenvalues


Eigenvalues of the closed loop system:

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9.3.2. Reference Inputs and System Zeros


We are going to consider a single input single output system

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9.3.2. Reference Inputs and System Zeros


We are going to consider a single input single output system

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9.3.2. Reference Inputs and System Zeros

Also valid for multi input multi output (MIMO) systems


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9.3.3. Integral Control

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9.4 Examples
You should solve the following examples by next week: Ex. 4.1 Ex. 4.2 Ex. 4.3 Ex. 4.4 Ex. 4.5 (very good for a full understanding of full and reduced order observers)

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